+373.8%
AMT vs TRGP
+2,231.3%
-1,857.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -0.2% | +0.8% | -1.0% | -0.3% |
| 30D | +4.6% | +11.5% | -6.9% | +3.4% |
| 3M | -8.4% | +9.0% | -17.4% | -9.3% |
| 6M | -6.0% | +20.5% | -26.5% | -7.9% |
| YTD | +2.1% | +59.5% | -57.4% | -2.7% |
| 1Y | -6.4% | +77.9% | -84.3% | -11.9% |
| 3Y | +8.1% | +253.6% | -245.5% | -6.4% |
| 5Y | -31.9% | +615.5% | -647.4% | -45.2% |
| 10Y | +97.1% | +897.1% | -800.0% | +42.2% |
| All | +373.8% | +2,231.3% | -1,857.5% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling